The dataset tracks the performance of eight stock market indices, from six countries. The indices are: IPC, S\&P 500, DAX, DJIA, FTSE, N225, NDX, and CAC. The time period is from the 1st of June 2006 to the 31st of May 2023.The index and the FX data are sourced from Yahoo Finance, and the rest of the variables are retrieved from the OECD.